StockFetcher Forums · Filter Exchange · swing trade - MA10, MA20 crossover - help me improve on this<< >>Post Follow-up
rsdivekar
8 posts
msg #32337
Ignore rsdivekar
6/14/2004 6:36:22 AM

Hi guys! Please help me fine tune the following filter: -

I'm trying to track stocks which crossed MA10 a couple of days ago; also
MA(10) is about to cross MA(20) from below.
I've noticed that this kind of swing trade can be give good returns in the short term.

This is as far as I got:-
- price crossed MA(10) from below within the last 3 days
- price is above MA(10)
- price is below MA(20)
- slope of MA(20) is approaching slope of MA(10)
- average volume(200) is above 500000

Any suggestions ?
Thanks
-- rsdivekar


TheRumpledOne
6,359 posts
msg #32344
Ignore TheRumpledOne
6/14/2004 10:52:06 PM

Fetcher[
set{x,count(ma(10) crossed above ma(20),3)}
x > 0
and volume > 500000
and draw ma(10) and draw ma(20)]

MAY ALL YOUR FILLS BE COMPLETE.


TheRumpledOne
6,359 posts
msg #32345
Ignore TheRumpledOne
6/14/2004 10:53:15 PM

The filter is not exactly what you asked for but you can tweak it.


cegis
235 posts
msg #32352
Ignore cegis
6/15/2004 3:21:30 PM

rsdivekar,

Please correct me if I'm wrong (as I well may be :-}), but the conditions listed do not cover the stated objective of "MA(10) is about to cross MA(20) from below". If I understand your post, the condition "slope of MA(20) is approaching slope of MA(10)" will NOT detect a crossover. Let me explain: As MA(20) trends up, the slope is positive. As it trends down, it's negative. As it transitions between the two, it becomes a horizontal flat line, with a slope of zero. So, as a possibly extreme example, MA(20) may be around 30, trending up but flattening (approaching zero slope). MA(10), on the other hand, may be around 10, sloping down but flattening (approaching zero slope). This case - at least in theory - would match the "slope of MA(20) is approaching slope of MA(10)" condition.

You may want to use

Fetcher[
set{ratio,MA(10) / MA(20)}
ratio is between 0.95 and 1
and slope of MA(10) is greater than 0
]



instead.

HTH,

C


StockFetcher Forums · Filter Exchange · swing trade - MA10, MA20 crossover - help me improve on this<< >>Post Follow-up

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